Related papers: Operator decomposable measures and stochastic diff…

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…

In the paper we consider elliptic equations of the form $-Au=u^{-\gamma}\cdot\mu$, where $A$ is the operator associated with a regular symmetric Dirichlet form, $\mu$ is a positive nontrivial measure and $\gamma>0$. We prove the existence…

We propose convex optimization algorithms to recover a good approximation of a point measure $\mu$ on the unit sphere $S\subseteq \mathbb{R}^n$ from its moments with respect to a set of real-valued functions $f_1,\dots, f_m$. Given a finite…

We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…

We continue the work of [Camano, Lackner, Monk, SIAM J. Math. Anal., Vol. 49, No. 6, pp. 4376-4401 (2017)] on electromagnetic Stekloff eigenvalues. The authors recognized that in general the eigenvalues due not correspond to the spectrum of…

Recent works have proposed linear programming relaxations of variational optimization problems subject to nonlinear PDE constraints based on the occupation measure formalism. The main appeal of these methods is the fact that they rely on…

We consider the Dirichlet problem of the indefinite Helmholtz equation in 1D, $u''+k^2u=f$ in $(0,1)$, $u(0)=g_0$, $u(1)=g_1$, with a constant wavenumber $k\in(0,\infty)\backslash\pi\mathbb{N}$ and a source term $f\in H^p_0(0,1)$, $p\ge 4$.…

When the nonconvex problem is complicated by stochasticity, the sample complexity of stochastic first-order methods may depend linearly on the problem dimension, which is undesirable for large-scale problems. In this work, we propose…

By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…

A discrete-time linear dynamical system (LDS) is given by an update matrix $M \in \mathbb{R}^{d\times d}$, and has the trajectories $\langle s, Ms, M^2s, \ldots \rangle$ for $s \in \mathbb{R}^d$. Reachability-type decision problems of…

We consider state-dependent delay equations (SDDE) obtained by adding delays to a planar ordinary differential equation with a limit cycle. These situations appear in models of several physical processes, where small delay effects are…

In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: $-Au+cu=0$ in $D$, for a wide class of L\'evy type integro-differential operators $A$, bounded and measurable function $c:D\to[0,+\infty)$ and…

We introduce a new class of self-similar Gaussian stochastic processes, where the covariance is defined in terms of a fractional Brownian motion and another Gaussian process. A special case is the solution in time to the fractional-colored…

Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…

Decomposing tensors into orthogonal factors is a well-known task in statistics, machine learning, and signal processing. We study orthogonal outer product decompositions where the factors in the summands in the decomposition are required to…

In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…

The signal demixing problem seeks to separate a superposition of multiple signals into its constituent components. This paper studies a two-stage approach that first decompresses and subsequently deconvolves the noisy and undersampled…

For linear operators which factor with suitable assumptions concerning commutativity of the factors, we introduce several notions of a decomposition. When any of these hold then questions of null space and range are subordinated to the same…